Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492221.709 | 422593.121 | 69628.588 | -161897.3889 | 1734939.2943 | -1896836.6832 |
Total P&L (%) | 492.2217 | 422.5931 | 69.6286 | -161.8974 | 1734.9393 | -1896.8367 |
Avg Daily Profit (%) | 0.2588 | 0.2222 | 0.0366 | 0 | 0.1531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201471 | -137359 | -214238 | -2058173 | -341363 | -2332181 |
Profit Factor | 1.6847 | 2.2502 | 1.1828 | 0.9551 | 3.0235 | 0.3094 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 14 | 17 | 36 | 21 | 15 |
Losing Trades | 39 | 21 | 18 | 34 | 14 | 20 |
Profitability (%) | 44.2857 | 40 | 48.5714 | 51.4286 | 60 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1194 | 3.3753 | 1.2524 | 0.902 | 2.0157 | 0.4126 |
Largest Winning Trade | 245529 | 245529 | 55445 | 900036 | 900036 | 346994 |
Largest Losing Trade | -110976 | -46679 | -110976 | -846746 | -225533 | -846746 |
Avg Bars in Trades | 104 | 112 | 96 | 104 | 112 | 96 |
Avg Bars in Winners | 143 | 139 | 145 | 125 | 143 | 101 |
Avg Bars in Losers | 73 | 94 | 49 | 81 | 65 | 92 |
Bars Traded | 7298 | 3933 | 3365 | 7298 | 3933 | 3365 |
Profit Streak | 0 | 0 | 656.2228 | 519.2228 | 564.4728 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89684 | 295027 | -163083 | -678508 | 550168 | -583565 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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